Find the range of principal values and interest rates

Assignment Help Other Subject
Reference no: EM132284656

Question: 300 word spreadsheet

As an assistant vice president at a regional bank, your boss has tasked you and the other AVPs to work in a group to acquire $100 million of residential mortgages to be securitized in a pass-through MBS. There must be between 250-300 mortgages in the portfolio, none of them with a maturity below 200 months or greater than 360 months. In the interest of time, your boss suggests that the group assign group members to find (meaning create some hypothetical) a group of diverse mortgages (meaning each with a different interest rate, principal amount, and maturity) and then as a group, aggregate each member's mortgages into a pool to calculate the portfolio WAC and WAM. Your group's task is to provide your boss with a summary spreadsheet that shows the individual mortgages and the portfolio's WAC and WAM calculations, along with a memo of at least 300 words that explains the following:

• The number of residential mortgages in the portfolio and the range of principal values, interest rates, and maturities

• The residential mortgage portfolio's WAC and WAM

• A discussion of the WAC of the pass-through MBS the group has created and whether it represents a coupon rate indicative of a high credit quality or a lower credit quality pool of mortgages. Include in the discussion the MBS issue's spread over the comparable Treasury rate.

• Include in your analysis at least 1 outside source for the Treasury rate.

Reference no: EM132284656

Questions Cloud

Explain how the united states became involved in vietnam : Discuss the new liberalism of the 1960s. In your discussion be sure to address how Lyndon Johnson's Great Society exemplified this new liberalism.
Was the 1830s the age of democracy : Who did Chief Justice of the Supreme Court John Marshall, side with in the case Worcester vs. Georgia (1832)? Why?
Prepare an analysis of the issue : Prepare an analysis of the issue being discussed including a (1) brief summary of the topic, (2) relevance to product or service costing, (3) conclusion of the.
What do the introductions reveal about differences : In what specific ways do their introductions tell you that these ideological leanings do or do not bias their arguments about economic decline in the seventies?
Find the range of principal values and interest rates : As an assistant vice president at a regional bank, your boss has tasked you and the other AVPs to work in a group to acquire $100 million of residential.
Prepare a project related to performance management : Prepare a project related to Performance Management - Performance Management and Reward Systems in Context or Performance Management and Strategic Planning
What is the impact of physician licensing : What is the impact of physician licensing on the quantity of physicians, does licensing increase or decrease the quantity?
How you would account for the costs proposed : For full credit, please post a minimum of three external costs that you believe are not normally accounted for by automobile manufacturing businesses.
What is the total fixed cost for firm : a. What is the total fixed cost for this firm? b. Fill in the missing values of TR, MR, ATC, TC, MC and profit.

Reviews

Write a Review

Other Subject Questions & Answers

  What are some other alternatives to the nuclear power plants

What disadvantages are there in giving FPL the licenses for these new plants? What are some other alternatives to the nuclear power plants?

  Discuss the principle for clinical health care professionals

Explain in detail using a minimum of 100 words what you think is the most important principle for clinical health care professionals and why?

  How would you be able to avoid any change in your culture

How would you be able to avoid any change in your culture? Do fads and fashions reflect and reinforce or challenge and change the values and norms of a society?

  Present a balanced argument for both positions

Explain the advantages and disadvantages of promoting social tolerance among children under the age of 10.

  Hr professionals are discovering the value of using facebook

HR professionals are discovering the value of using Facebook, Linked In, and other social media in their jobs

  Explain how theory would achieve just society you envision

Make comparisons between the just society you envision and the United States. You may need to do additional research to support the claims you make about social and economic conditions in the U.S. Explain how the theory would achieve the just socie..

  Law of nations

According to the Law of Nations, those people who did not belong to the Christian faith, the so-called "infidels" and "pagans" inherently needed what?

  How environmental factor can potentially affect the health

A minimum of three scholarly resources are required. Explain how the environmental factor you selected can potentially affect the health or safety of infants.

  Explain the theories of etiology of the disorder

Explain the theories of etiology (causes) of the disorder with a focus on the neurobiology of the disorder. Explain associated factors in development.

  Project - resolving a landfill problem

You are the assistant engineer for the Town of Quillicom in Northern Ontario. Your boss is Robert D Delorme, P.Eng, who is the town engineer - develop, they will need to know how much it will cost to drill a dozen boreholes north of Quillicom and an..

  Discuss latest information on patient and family engagement

Mr. Lowell wants to adopt a caring model at St. Louis Hospital and asks you to find the latest information on patient and family engagement

  In what ways has your thinking about positivity changed

After reading Flourish by Martin Saligman, what part resonated with you the most?How do you plan on applying these concepts in your life? In what ways has your thinking about positivity changed

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd